+901.2%
CDW vs CASY
+1,182.0%
-280.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.2% | -8.3% | -6.7% |
| 7D | -4.1% | +1.8% | -6.0% | -4.6% |
| 30D | +16.7% | +11.2% | +5.6% | +13.3% |
| 3M | +13.6% | -19.1% | +32.7% | +19.6% |
| 6M | +17.0% | -19.9% | +36.9% | +22.2% |
| YTD | +18.1% | +25.2% | -7.0% | +6.0% |
| 1Y | +10.5% | +31.6% | -21.2% | -2.8% |
| 3Y | -20.9% | +155.4% | -176.3% | -46.3% |
| 5Y | -9.3% | +251.5% | -260.9% | -46.2% |
| 10Y | +310.6% | +558.6% | -248.1% | +96.1% |
| All | +901.2% | +1,182.0% | -280.8% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling